| 更新時間： | 2024年10月22日 PM 4:31:11 | ||||||
| 恒生指數期權引伸波幅分析 | |||||||
| 日期 | 恒指波幅指數 | 恒生指數 | 20天歷史波幅 | 5天平均數 | 溢價 | 期權引伸波幅合理值 | 偏高 / 偏低 |
| 29/08/24 | 18.750% | 17786.32 | 15.657% | 16.713% | +2.037% | 16.713% | +2.037% |
| 30/08/24 | 19.280% | 17989.07 | 14.475% | 16.030% | +3.250% | 19.717% | -0.437% |
| 02/09/24 | 19.350% | 17691.97 | 15.479% | 15.634% | +3.716% | 18.845% | +0.505% |
| 03/09/24 | 18.300% | 17651.49 | 15.592% | 15.359% | +2.941% | 18.387% | -0.087% |
| 04/09/24 | 18.980% | 17457.34 | 15.267% | 15.294% | +3.686% | 18.183% | +0.797% |
| 05/09/24 | 18.030% | 17444.30 | 15.237% | 15.210% | +2.820% | 17.958% | +0.072% |
| 09/09/24 | 19.060% | 17196.96 | 15.175% | 15.350% | +3.710% | 17.619% | +1.441% |
| 10/09/24 | 18.780% | 17234.09 | 15.126% | 15.279% | +3.501% | 17.413% | +1.367% |
| 11/09/24 | 19.250% | 17108.71 | 15.226% | 15.206% | +4.044% | 17.205% | +2.045% |
| 12/09/24 | 18.930% | 17240.39 | 15.439% | 15.241% | +3.689% | 17.118% | +1.812% |
| 13/09/24 | 18.620% | 17369.09 | 15.614% | 15.316% | +3.304% | 17.077% | +1.543% |
| 16/09/24 | 18.200% | 17422.12 | 14.152% | 15.111% | +3.089% | 16.477% | +1.723% |
| 17/09/24 | 18.650% | 17660.02 | 14.651% | 15.016% | +3.634% | 16.250% | +2.400% |
| 19/09/24 | 19.340% | 18013.16 | 16.032% | 15.178% | +4.162% | 16.175% | +3.165% |
| 20/09/24 | 18.890% | 18258.57 | 16.324% | 15.355% | +3.535% | 16.237% | +2.653% |
| 23/09/24 | 18.550% | 18247.11 | 15.718% | 15.376% | +3.174% | 15.881% | +2.669% |
| 24/09/24 | 21.850% | 19000.56 | 20.504% | 16.646% | +5.204% | 17.056% | +4.794% |
| 25/09/24 | 22.140% | 19129.10 | 20.280% | 17.772% | +4.368% | 18.064% | +4.076% |
| 26/09/24 | 27.320% | 19924.58 | 23.938% | 19.353% | +7.967% | 19.512% | +7.808% |
| 27/09/24 | 31.240% | 20632.30 | 25.552% | 21.198% | +10.042% | 21.198% | +10.042% |
| 30/09/24 | 32.660% | 21133.68 | 26.109% | 23.277% | +9.383% | 29.012% | +3.648% |
| 02/10/24 | 40.990% | 22443.73 | 31.397% | 25.455% | +15.535% | 31.310% | +9.680% |
| 03/10/24 | 38.390% | 22113.51 | 31.998% | 27.799% | +10.591% | 33.964% | +4.426% |
| 04/10/24 | 40.080% | 22736.87 | 32.406% | 29.492% | +10.588% | 35.791% | +4.289% |
| 07/10/24 | 44.500% | 23099.78 | 32.085% | 30.799% | +13.701% | 36.617% | +7.883% |
| 08/10/24 | 40.100% | 20926.79 | 50.419% | 35.661% | +4.439% | 42.105% | -2.005% |
| 09/10/24 | 39.590% | 20637.24 | 50.828% | 39.547% | +0.043% | 46.368% | -6.778% |
| 10/10/24 | 39.600% | 21251.98 | 51.277% | 43.403% | -3.803% | 50.533% | -10.933% |
| 14/10/24 | 34.800% | 21092.87 | 51.622% | 47.246% | -12.446% | 53.455% | -18.655% |
| 15/10/24 | 31.270% | 20318.79 | 54.113% | 51.652% | -20.382% | 58.015% | -26.745% |
| 16/10/24 | 31.470% | 20286.85 | 54.164% | 52.401% | -20.931% | 58.426% | -26.956% |
| 17/10/24 | 30.220% | 20079.10 | 54.515% | 53.138% | -22.918% | 58.812% | -28.592% |
| 18/10/24 | 32.770% | 20804.11 | 55.187% | 53.920% | -21.150% | 59.235% | -26.465% |
| 21/10/24 | 31.300% | 20478.46 | 55.368% | 54.669% | -23.369% | 58.711% | -27.411% |
| 22/10/24 | 31.170% | 20498.95 | 55.250% | 54.897% | -23.727% | 58.504% | -27.334% |
| 國企指數期權引伸波幅分析 | |||||||
| 日期 | 國指波幅指數 | 國企指數 | 20天歷史波幅 | 5天平均數 | 溢價 | 期權引伸波幅合理值 | 偏高 / 偏低 |
| 29/08/24 | 21.130% | 6247.13 | 16.520% | 17.551% | +3.579% | 17.551% | +3.579% |
| 30/08/24 | 21.950% | 6331.14 | 16.034% | 17.015% | +4.935% | 20.928% | +1.022% |
| 02/09/24 | 21.970% | 6211.61 | 17.215% | 16.802% | +5.168% | 20.252% | +1.718% |
| 03/09/24 | 20.830% | 6203.55 | 17.280% | 16.710% | +4.120% | 20.004% | +0.826% |
| 04/09/24 | 21.360% | 6133.98 | 16.909% | 16.792% | +4.568% | 19.964% | +1.396% |
| 05/09/24 | 20.300% | 6105.54 | 16.956% | 16.879% | +3.421% | 19.929% | +0.371% |
| 09/09/24 | 21.300% | 6002.91 | 16.949% | 17.062% | +4.238% | 19.584% | +1.716% |
| 10/09/24 | 21.010% | 6026.34 | 16.908% | 17.001% | +4.009% | 19.374% | +1.636% |
| 11/09/24 | 21.440% | 5982.55 | 16.969% | 16.938% | +4.502% | 19.164% | +2.276% |
| 12/09/24 | 21.180% | 6017.53 | 17.089% | 16.974% | +4.206% | 19.066% | +2.114% |
| 13/09/24 | 20.790% | 6071.52 | 17.314% | 17.046% | +3.744% | 19.006% | +1.784% |
| 16/09/24 | 20.280% | 6090.16 | 15.663% | 16.789% | +3.491% | 18.306% | +1.974% |
| 17/09/24 | 20.860% | 6176.03 | 16.057% | 16.618% | +4.242% | 17.983% | +2.877% |
| 19/09/24 | 21.770% | 6305.51 | 17.494% | 16.723% | +5.047% | 17.822% | +3.948% |
| 20/09/24 | 20.980% | 6381.50 | 17.588% | 16.823% | +4.157% | 17.790% | +3.190% |
| 23/09/24 | 20.680% | 6389.08 | 17.080% | 16.776% | +3.904% | 17.327% | +3.353% |
| 24/09/24 | 25.090% | 6714.47 | 23.751% | 18.394% | +6.696% | 18.847% | +6.243% |
| 25/09/24 | 24.800% | 6765.60 | 23.621% | 19.907% | +4.893% | 20.234% | +4.566% |
| 26/09/24 | 30.890% | 7086.70 | 27.769% | 21.962% | +8.928% | 22.142% | +8.748% |
| 27/09/24 | 34.170% | 7299.90 | 28.417% | 24.127% | +10.043% | 24.127% | +10.043% |
| 30/09/24 | 35.660% | 7509.79 | 29.233% | 26.558% | +9.102% | 33.102% | +2.558% |
| 02/10/24 | 43.900% | 8041.27 | 35.415% | 28.891% | +15.009% | 35.535% | +8.365% |
| 03/10/24 | 42.820% | 7914.16 | 35.980% | 31.363% | +11.457% | 38.318% | +4.502% |
| 04/10/24 | 44.700% | 8156.50 | 36.435% | 33.096% | +11.604% | 40.164% | +4.536% |
| 07/10/24 | 48.960% | 8330.85 | 36.196% | 34.652% | +14.308% | 41.198% | +7.762% |
| 08/10/24 | 45.490% | 7483.67 | 55.658% | 39.937% | +5.553% | 47.154% | -1.664% |
| 09/10/24 | 44.620% | 7365.59 | 56.123% | 44.078% | +0.542% | 51.681% | -7.061% |
| 10/10/24 | 45.950% | 7620.74 | 56.679% | 48.218% | -2.268% | 56.139% | -10.189% |
| 14/10/24 | 39.130% | 7579.94 | 56.966% | 52.324% | -13.194% | 59.201% | -20.071% |
| 15/10/24 | 35.620% | 7277.83 | 59.732% | 57.032% | -21.412% | 64.058% | -28.438% |
| 16/10/24 | 35.840% | 7267.98 | 59.768% | 57.853% | -22.013% | 64.506% | -28.666% |
| 17/10/24 | 34.340% | 7179.44 | 60.208% | 58.670% | -24.330% | 64.935% | -30.595% |
| 18/10/24 | 36.700% | 7471.95 | 60.977% | 59.530% | -22.830% | 65.398% | -28.698% |
| 21/10/24 | 35.730% | 7340.56 | 61.240% | 60.385% | -24.655% | 64.849% | -29.119% |
| 22/10/24 | 35.700% | 7363.00 | 61.151% | 60.669% | -24.969% | 64.655% | -28.955% |